+122.0%
CSCO vs COHR
+391.3%
-269.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +3.7% |
| 7D | +2.7% | +8.3% | -5.7% | +1.3% |
| 30D | -9.5% | -14.1% | +4.7% | -7.4% |
| 3M | -7.6% | -16.0% | +8.4% | -6.6% |
| 6M | +44.9% | +21.5% | +23.4% | +36.8% |
| YTD | +47.7% | +65.4% | -17.8% | +31.8% |
| 1Y | +69.1% | +195.0% | -125.9% | +35.7% |
| 3Y | +113.5% | +830.2% | -716.6% | +30.3% |
| All | +122.0% | +391.3% | -269.4% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling